Anic Equity¶

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Total return since start: 0.698 %¶

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Equity now: -----------------------------> 51863.43 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48663.67 Kr¶

PnL: ---------------------------------------> -423.9 Kr¶

DD now: ---------------------------------> -0.095 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:01:06.901795'

Anic Portfolio¶

This Week¶

Return: 9.198 %¶

Total¶

Return: 69.903 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HEBA B 70 1.540000 2765.000000 129.000000 4.890000 2636.000010
HMS Networks 2 -0.050000 781.600000 108.600000 16.140000 673.000000
Nordea Bank Abp 29 0.020000 3535.680000 81.680000 2.360000 3453.999992
SAAB B 8 0.000000 3427.200000 50.200000 1.490000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Resurs Holding 22 -0.180000 607.860000 33.860000 5.900000 573.999998
AcadeMedia 12 -0.730000 590.160000 33.160000 5.950000 557.000004
Swedbank A 3 0.000000 591.000000 27.000000 4.790000 564.000000
Samhällsbyggnadsbo. i Norden B 20 -0.550000 381.000000 26.000000 7.320000 355.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Intrum 4 0.000000 539.400000 12.400000 2.350000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Midsona B 63 -0.420000 592.830000 9.830000 1.690000 582.999984
Securitas B 6 0.000000 579.120000 9.120000 1.600000 570.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Corem Property Group B 59 -0.150000 580.560000 3.560000 0.620000 576.999999
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Fasadgruppen Group 38 0.740000 4142.000000 1.000000 0.020000 4140.999992
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Coor Service Management Hold. 8 0.000000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.320000 545.000000 -1.000000 -0.180000 546.000000
Sampo Oyj SDB 7 0.000000 3832.500000 -17.500000 -0.450000 3850.000000
Boozt 12 -0.730000 1633.200000 -20.800000 -1.260000 1653.999996
Essity B 2 0.000000 550.000000 -24.000000 -4.180000 574.000000
CTEK 13 0.000000 506.480000 -27.520000 -5.150000 533.999999
International Petroleum Corp. 5 -1.400000 562.500000 -32.070000 -5.390000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Beijer Electronics Group 27 0.000000 3040.200000 -43.800000 -1.420000 3083.999994
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
OX2 22 0.000000 1782.000000 -207.000000 -10.410000 1989.000002
Axfood 15 0.000000 4045.500000 -254.500000 -5.920000 4300.000005
Ovzon 64 0.000000 3456.000000 -540.000000 -13.510000 3996.000000
TOTAL 48694.840000 -392.730000 -0.02751% 49087.564636

Updated:¶

'2023-01-31 09:00:16.038853'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶